Annals of the Institute of Statistical Mathematics

1949 - 2025

Current editor(s): Tomoyuki Higuchi

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Volume 72, issue 6, 2020

Semi-parametric transformation boundary regression models pp. 1287-1315

Natalie Neumeyer, Leonie Selk and Charles Tillier

Integral transform methods in goodness-of-fit testing, II: the Wishart distributions pp. 1317-1370

Elena Hadjicosta and Donald Richards

Robust estimation for general integer-valued time series models pp. 1371-1396

Byungsoo Kim and Sangyeol Lee

An optimal test for the additive model with discrete or categorical predictors pp. 1397-1417

Abhijit Mandal

Comparing the marginal densities of two strictly stationary linear processes pp. 1419-1447

Paul Doukhan, Ieva Grublytė, Denys Pommeret and Laurence Reboul

Flexible bivariate Poisson integer-valued GARCH model pp. 1449-1477

Yan Cui, Qi Li and Fukang Zhu

The reproducing kernel Hilbert space approach in nonparametric regression problems with correlated observations pp. 1479-1500

D. Benelmadani, K. Benhenni and S. Louhichi

Equivalence between adaptive Lasso and generalized ridge estimators in linear regression with orthogonal explanatory variables after optimizing regularization parameters pp. 1501-1516

Mineaki Ohishi, Hirokazu Yanagihara and Shuichi Kawano

Volume 72, issue 5, 2020

On the indirect elicitability of the mode and modal interval pp. 1095-1108

Krisztina Dearborn and Rafael Frongillo

Testing for normality in any dimension based on a partial differential equation involving the moment generating function pp. 1109-1136

Norbert Henze and Jaco Visagie

Poisson source localization on the plane: cusp case pp. 1137-1157

O. V. Chernoyarov, S. Dachian and Yu. A. Kutoyants

Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance pp. 1159-1173

Kun Chen, Ngai Hang Chan and Chun Yip Yau

Wavelet estimation of the dimensionality of curve time series pp. 1175-1204

Rodney V. Fonseca and Aluísio Pinheiro

Model selection for the robust efficient signal processing observed with small Lévy noise pp. 1205-1235

Slim Beltaief, Oleg Chernoyarov and Serguei Pergamenchtchikov

Some information inequalities for statistical inference pp. 1237-1256

K. V. Harsha and Alladi Subramanyam

Bias-corrected support vector machine with Gaussian kernel in high-dimension, low-sample-size settings pp. 1257-1286

Yugo Nakayama, Kazuyoshi Yata and Makoto Aoshima

Volume 72, issue 4, 2020

Distributions of pattern statistics in sparse Markov models pp. 895-913

Donald E. K. Martin

Estimation of extreme conditional quantiles under a general tail-first-order condition pp. 915-943

Laurent Gardes, Armelle Guillou and Claire Roman

Space–time inhomogeneous background intensity estimators for semi-parametric space–time self-exciting point process models pp. 945-967

Chenlong Li, Zhanjie Song and Wenjun Wang

Large sample results for frequentist multiple imputation for Cox regression with missing covariate data pp. 969-996

Frank Eriksson, Torben Martinussen and Søren Feodor Nielsen

Nonparametric MANOVA in meaningful effects pp. 997-1022

Dennis Dobler, Sarah Friedrich and Markus Pauly

Regression function estimation as a partly inverse problem pp. 1023-1054

F. Comte and V. Genon-Catalot

Detecting deviations from second-order stationarity in locally stationary functional time series pp. 1055-1094

Axel Bücher, Holger Dette and Florian Heinrichs

Volume 72, issue 3, 2020

On univariate slash distributions, continuous and discrete pp. 645-657

M. C. Jones

Properization: constructing proper scoring rules via Bayes acts pp. 659-673

Jonas R. Brehmer and Tilmann Gneiting

Poisson source localization on the plane: change-point case pp. 675-698

C. Farinetto, Yu. A. Kutoyants and A. Top

Estimation and hypothesis test for partial linear single-index multiplicative models pp. 699-740

Jun Zhang, Xia Cui and Heng Peng

More good news on the HKM test for multivariate reflected symmetry about an unknown centre pp. 741-770

Norbert Henze and Celeste Mayer

Nonparametric estimation of the cross ratio function pp. 771-801

Steven Abrams, Paul Janssen, Jan Swanepoel and Noël Veraverbeke

Semiparametric Bayesian multiple imputation for regression models with missing mixed continuous–discrete covariates pp. 803-825

Ryo Kato and Takahiro Hoshino

Nonparametric variable selection and its application to additive models pp. 827-854

Zhenghui Feng, Lu Lin, Ruoqing Zhu and Lixing Zhu

Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter pp. 855-893

Claudio Agostinelli, Ana M. Bianco and Graciela Boente

Volume 72, issue 2, 2020

Strong model dependence in statistical analysis: goodness of fit is not enough for model choice pp. 329-352

John Copas and Shinto Eguchi

Sharp oracle inequalities for low-complexity priors pp. 353-397

Tung Duy Luu, Jalal Fadili and Christophe Chesneau

On the limiting distribution of sample central moments pp. 399-425

Georgios Afendras, Nickos Papadatos and Violetta E. Piperigou

Error density estimation in high-dimensional sparse linear model pp. 427-449

Feng Zou and Hengjian Cui

A test for the presence of stochastic ordering under censoring: the k-sample case pp. 451-470

Hammou El Barmi

Convergence rates for kernel regression in infinite-dimensional spaces pp. 471-509

Joydeep Chowdhury and Probal Chaudhuri

Theoretical properties of bandwidth selectors for kernel density estimation on the circle pp. 511-530

Yasuhito Tsuruta and Masahiko Sagae

Conditional waiting time distributions of runs and patterns and their applications pp. 531-543

Tung-Lung Wu

Particle-based online estimation of tangent filters with application to parameter estimation in nonlinear state-space models pp. 545-576

Jimmy Olsson and Johan Westerborn Alenlöv

Semiparametric M-estimation with non-smooth criterion functions pp. 577-605

Laurent Delsol and Ingrid Van Keilegom

Spatially homogeneous copulas pp. 607-626

Fabrizio Durante, Juan Fernández Sánchez and Wolfgang Trutschnig

On principal components regression with Hilbertian predictors pp. 627-644

Ben Jones and Andreas Artemiou

Volume 72, issue 1, 2020

Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions pp. 1-31

Mike West

Discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions” pp. 33-36

Jouchi Nakajima

Discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions” pp. 37-39

Chris Glynn

Reply to Discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions” pp. 41-44

Mike West

Discovering model structure for partially linear models pp. 45-63

Xin He and Junhui Wang

A two-stage sequential conditional selection approach to sparse high-dimensional multivariate regression models pp. 65-90

Zehua Chen and Yiwei Jiang

An empirical likelihood approach under cluster sampling with missing observations pp. 91-121

Yves G. Berger

Estimating quantiles in imperfect simulation models using conditional density estimation pp. 123-155

Michael Kohler and Adam Krzyżak

Inference on a distribution function from ranked set samples pp. 157-185

Lutz Dümbgen and Ehsan Zamanzade

New kernel estimators of the hazard ratio and their asymptotic properties pp. 187-211

Taku Moriyama and Yoshihiko Maesono

Marginal quantile regression for varying coefficient models with longitudinal data pp. 213-234

Weihua Zhao, Weiping Zhang and Heng Lian

Sequential fixed accuracy estimation for nonstationary autoregressive processes pp. 235-264

Victor Konev and Bogdan Nazarenko

Semiparametric quantile regression with random censoring pp. 265-295

Francesco Bravo

Asymptotic theory of the adaptive Sparse Group Lasso pp. 297-328

Benjamin Poignard